+1,343.6%
PHM vs GRMN
+6,828.2%
-5,484.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | -4.1% | -0.9% | -3.2% | -3.8% |
| 30D | +16.1% | +1.2% | +15.0% | +15.6% |
| 3M | -2.5% | -8.9% | +6.4% | +1.3% |
| 6M | +12.9% | +23.0% | -10.1% | +2.4% |
| YTD | +9.0% | +41.2% | -32.2% | -7.3% |
| 1Y | +8.2% | +47.5% | -39.3% | -9.7% |
| 3Y | +58.4% | +155.8% | -97.3% | +0.4% |
| 5Y | +159.2% | +120.2% | +39.0% | +75.2% |
| 10Y | +676.9% | +629.9% | +47.0% | +223.6% |
| All | +1,343.6% | +6,828.2% | -5,484.7% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling